Man page - ggqrf(3)

Packages contains this manual

Manual

ggqrf

NAME
SYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine cggqrf (integer n, integer m, integer p, complex, dimension(lda, * ) a, integer lda, complex, dimension( * ) taua, complex,dimension( ldb, * ) b, integer ldb, complex, dimension( * ) taub,complex, dimension( * ) work, integer lwork, integer info)
subroutine dggqrf (integer n, integer m, integer p, double precision,dimension( lda, * ) a, integer lda, double precision, dimension( * )taua, double precision, dimension( ldb, * ) b, integer ldb, doubleprecision, dimension( * ) taub, double precision, dimension( * ) work,integer lwork, integer info)
subroutine sggqrf (integer n, integer m, integer p, real, dimension( lda, *) a, integer lda, real, dimension( * ) taua, real, dimension( ldb, * )b, integer ldb, real, dimension( * ) taub, real, dimension( * ) work,integer lwork, integer info)
subroutine zggqrf (integer n, integer m, integer p, complex*16, dimension(lda, * ) a, integer lda, complex*16, dimension( * ) taua, complex*16,dimension( ldb, * ) b, integer ldb, complex*16, dimension( * ) taub,complex*16, dimension( * ) work, integer lwork, integer info)
Author

NAME

ggqrf - ggqrf: Generalized QR factor

SYNOPSIS

Functions

subroutine cggqrf (n, m, p, a, lda, taua, b, ldb, taub, work, lwork, info)
CGGQRF
subroutine dggqrf (n, m, p, a, lda, taua, b, ldb, taub, work, lwork, info)
DGGQRF
subroutine sggqrf (n, m, p, a, lda, taua, b, ldb, taub, work, lwork, info)
SGGQRF
subroutine zggqrf (n, m, p, a, lda, taua, b, ldb, taub, work, lwork, info)
ZGGQRF

Detailed Description

Function Documentation

subroutine cggqrf (integer n, integer m, integer p, complex, dimension(lda, * ) a, integer lda, complex, dimension( * ) taua, complex,dimension( ldb, * ) b, integer ldb, complex, dimension( * ) taub,complex, dimension( * ) work, integer lwork, integer info)

CGGQRF

Purpose:

CGGQRF computes a generalized QR factorization of an N-by-M matrix A
and an N-by-P matrix B:

A = Q*R, B = Q*T*Z,

where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix,
and R and T assume one of the forms:

if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N,
( 0 ) N-M N M-N
M

where R11 is upper triangular, and

if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P,
P-N N ( T21 ) P
P

where T12 or T21 is upper triangular.

In particular, if B is square and nonsingular, the GQR factorization
of A and B implicitly gives the QR factorization of inv(B)*A:

inv(B)*A = Z**H * (inv(T)*R)

where inv(B) denotes the inverse of the matrix B, and Zā€™ denotes the
conjugate transpose of matrix Z.

Parameters

N

N is INTEGER
The number of rows of the matrices A and B. N >= 0.

M

M is INTEGER
The number of columns of the matrix A. M >= 0.

P

P is INTEGER
The number of columns of the matrix B. P >= 0.

A

A is COMPLEX array, dimension (LDA,M)
On entry, the N-by-M matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(N,M)-by-M upper trapezoidal matrix R (R is
upper triangular if N >= M); the elements below the diagonal,
with the array TAUA, represent the unitary matrix Q as a
product of min(N,M) elementary reflectors (see Further
Details).

LDA

LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).

TAUA

TAUA is COMPLEX array, dimension (min(N,M))
The scalar factors of the elementary reflectors which
represent the unitary matrix Q (see Further Details).

B

B is COMPLEX array, dimension (LDB,P)
On entry, the N-by-P matrix B.
On exit, if N <= P, the upper triangle of the subarray
B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
if N > P, the elements on and above the (N-P)-th subdiagonal
contain the N-by-P upper trapezoidal matrix T; the remaining
elements, with the array TAUB, represent the unitary
matrix Z as a product of elementary reflectors (see Further
Details).

LDB

LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).

TAUB

TAUB is COMPLEX array, dimension (min(N,P))
The scalar factors of the elementary reflectors which
represent the unitary matrix Z (see Further Details).

WORK

WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,N,M,P).
For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
where NB1 is the optimal blocksize for the QR factorization
of an N-by-M matrix, NB2 is the optimal blocksize for the
RQ factorization of an N-by-P matrix, and NB3 is the optimal
blocksize for a call of CUNMQR.

If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

The matrix Q is represented as a product of elementary reflectors

Q = H(1) H(2) . . . H(k), where k = min(n,m).

Each H(i) has the form

H(i) = I - taua * v * v**H

where taua is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and taua in TAUA(i).
To form Q explicitly, use LAPACK subroutine CUNGQR.
To use Q to update another matrix, use LAPACK subroutine CUNMQR.

The matrix Z is represented as a product of elementary reflectors

Z = H(1) H(2) . . . H(k), where k = min(n,p).

Each H(i) has the form

H(i) = I - taub * v * v**H

where taub is a complex scalar, and v is a complex vector with
v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
B(n-k+i,1:p-k+i-1), and taub in TAUB(i).
To form Z explicitly, use LAPACK subroutine CUNGRQ.
To use Z to update another matrix, use LAPACK subroutine CUNMRQ.

subroutine dggqrf (integer n, integer m, integer p, double precision,dimension( lda, * ) a, integer lda, double precision, dimension( * )taua, double precision, dimension( ldb, * ) b, integer ldb, doubleprecision, dimension( * ) taub, double precision, dimension( * ) work,integer lwork, integer info)

DGGQRF

Purpose:

DGGQRF computes a generalized QR factorization of an N-by-M matrix A
and an N-by-P matrix B:

A = Q*R, B = Q*T*Z,

where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal
matrix, and R and T assume one of the forms:

if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N,
( 0 ) N-M N M-N
M

where R11 is upper triangular, and

if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P,
P-N N ( T21 ) P
P

where T12 or T21 is upper triangular.

In particular, if B is square and nonsingular, the GQR factorization
of A and B implicitly gives the QR factorization of inv(B)*A:

inv(B)*A = Z**T*(inv(T)*R)

where inv(B) denotes the inverse of the matrix B, and Z**T denotes the
transpose of the matrix Z.

Parameters

N

N is INTEGER
The number of rows of the matrices A and B. N >= 0.

M

M is INTEGER
The number of columns of the matrix A. M >= 0.

P

P is INTEGER
The number of columns of the matrix B. P >= 0.

A

A is DOUBLE PRECISION array, dimension (LDA,M)
On entry, the N-by-M matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(N,M)-by-M upper trapezoidal matrix R (R is
upper triangular if N >= M); the elements below the diagonal,
with the array TAUA, represent the orthogonal matrix Q as a
product of min(N,M) elementary reflectors (see Further
Details).

LDA

LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).

TAUA

TAUA is DOUBLE PRECISION array, dimension (min(N,M))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Q (see Further Details).

B

B is DOUBLE PRECISION array, dimension (LDB,P)
On entry, the N-by-P matrix B.
On exit, if N <= P, the upper triangle of the subarray
B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
if N > P, the elements on and above the (N-P)-th subdiagonal
contain the N-by-P upper trapezoidal matrix T; the remaining
elements, with the array TAUB, represent the orthogonal
matrix Z as a product of elementary reflectors (see Further
Details).

LDB

LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).

TAUB

TAUB is DOUBLE PRECISION array, dimension (min(N,P))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Z (see Further Details).

WORK

WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,N,M,P).
For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
where NB1 is the optimal blocksize for the QR factorization
of an N-by-M matrix, NB2 is the optimal blocksize for the
RQ factorization of an N-by-P matrix, and NB3 is the optimal
blocksize for a call of DORMQR.

If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

The matrix Q is represented as a product of elementary reflectors

Q = H(1) H(2) . . . H(k), where k = min(n,m).

Each H(i) has the form

H(i) = I - taua * v * v**T

where taua is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and taua in TAUA(i).
To form Q explicitly, use LAPACK subroutine DORGQR.
To use Q to update another matrix, use LAPACK subroutine DORMQR.

The matrix Z is represented as a product of elementary reflectors

Z = H(1) H(2) . . . H(k), where k = min(n,p).

Each H(i) has the form

H(i) = I - taub * v * v**T

where taub is a real scalar, and v is a real vector with
v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
B(n-k+i,1:p-k+i-1), and taub in TAUB(i).
To form Z explicitly, use LAPACK subroutine DORGRQ.
To use Z to update another matrix, use LAPACK subroutine DORMRQ.

subroutine sggqrf (integer n, integer m, integer p, real, dimension( lda, *) a, integer lda, real, dimension( * ) taua, real, dimension( ldb, * )b, integer ldb, real, dimension( * ) taub, real, dimension( * ) work,integer lwork, integer info)

SGGQRF

Purpose:

SGGQRF computes a generalized QR factorization of an N-by-M matrix A
and an N-by-P matrix B:

A = Q*R, B = Q*T*Z,

where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal
matrix, and R and T assume one of the forms:

if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N,
( 0 ) N-M N M-N
M

where R11 is upper triangular, and

if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P,
P-N N ( T21 ) P
P

where T12 or T21 is upper triangular.

In particular, if B is square and nonsingular, the GQR factorization
of A and B implicitly gives the QR factorization of inv(B)*A:

inv(B)*A = Z**T*(inv(T)*R)

where inv(B) denotes the inverse of the matrix B, and Z**T denotes the
transpose of the matrix Z.

Parameters

N

N is INTEGER
The number of rows of the matrices A and B. N >= 0.

M

M is INTEGER
The number of columns of the matrix A. M >= 0.

P

P is INTEGER
The number of columns of the matrix B. P >= 0.

A

A is REAL array, dimension (LDA,M)
On entry, the N-by-M matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(N,M)-by-M upper trapezoidal matrix R (R is
upper triangular if N >= M); the elements below the diagonal,
with the array TAUA, represent the orthogonal matrix Q as a
product of min(N,M) elementary reflectors (see Further
Details).

LDA

LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).

TAUA

TAUA is REAL array, dimension (min(N,M))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Q (see Further Details).

B

B is REAL array, dimension (LDB,P)
On entry, the N-by-P matrix B.
On exit, if N <= P, the upper triangle of the subarray
B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
if N > P, the elements on and above the (N-P)-th subdiagonal
contain the N-by-P upper trapezoidal matrix T; the remaining
elements, with the array TAUB, represent the orthogonal
matrix Z as a product of elementary reflectors (see Further
Details).

LDB

LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).

TAUB

TAUB is REAL array, dimension (min(N,P))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Z (see Further Details).

WORK

WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,N,M,P).
For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
where NB1 is the optimal blocksize for the QR factorization
of an N-by-M matrix, NB2 is the optimal blocksize for the
RQ factorization of an N-by-P matrix, and NB3 is the optimal
blocksize for a call of SORMQR.

If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

The matrix Q is represented as a product of elementary reflectors

Q = H(1) H(2) . . . H(k), where k = min(n,m).

Each H(i) has the form

H(i) = I - taua * v * v**T

where taua is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and taua in TAUA(i).
To form Q explicitly, use LAPACK subroutine SORGQR.
To use Q to update another matrix, use LAPACK subroutine SORMQR.

The matrix Z is represented as a product of elementary reflectors

Z = H(1) H(2) . . . H(k), where k = min(n,p).

Each H(i) has the form

H(i) = I - taub * v * v**T

where taub is a real scalar, and v is a real vector with
v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
B(n-k+i,1:p-k+i-1), and taub in TAUB(i).
To form Z explicitly, use LAPACK subroutine SORGRQ.
To use Z to update another matrix, use LAPACK subroutine SORMRQ.

subroutine zggqrf (integer n, integer m, integer p, complex*16, dimension(lda, * ) a, integer lda, complex*16, dimension( * ) taua, complex*16,dimension( ldb, * ) b, integer ldb, complex*16, dimension( * ) taub,complex*16, dimension( * ) work, integer lwork, integer info)

ZGGQRF

Purpose:

ZGGQRF computes a generalized QR factorization of an N-by-M matrix A
and an N-by-P matrix B:

A = Q*R, B = Q*T*Z,

where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix,
and R and T assume one of the forms:

if N >= M, R = ( R11 ) M , or if N < M, R = ( R11 R12 ) N,
( 0 ) N-M N M-N
M

where R11 is upper triangular, and

if N <= P, T = ( 0 T12 ) N, or if N > P, T = ( T11 ) N-P,
P-N N ( T21 ) P
P

where T12 or T21 is upper triangular.

In particular, if B is square and nonsingular, the GQR factorization
of A and B implicitly gives the QR factorization of inv(B)*A:

inv(B)*A = Z**H * (inv(T)*R)

where inv(B) denotes the inverse of the matrix B, and Z**H denotes the
conjugate transpose of matrix Z.

Parameters

N

N is INTEGER
The number of rows of the matrices A and B. N >= 0.

M

M is INTEGER
The number of columns of the matrix A. M >= 0.

P

P is INTEGER
The number of columns of the matrix B. P >= 0.

A

A is COMPLEX*16 array, dimension (LDA,M)
On entry, the N-by-M matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(N,M)-by-M upper trapezoidal matrix R (R is
upper triangular if N >= M); the elements below the diagonal,
with the array TAUA, represent the unitary matrix Q as a
product of min(N,M) elementary reflectors (see Further
Details).

LDA

LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).

TAUA

TAUA is COMPLEX*16 array, dimension (min(N,M))
The scalar factors of the elementary reflectors which
represent the unitary matrix Q (see Further Details).

B

B is COMPLEX*16 array, dimension (LDB,P)
On entry, the N-by-P matrix B.
On exit, if N <= P, the upper triangle of the subarray
B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;
if N > P, the elements on and above the (N-P)-th subdiagonal
contain the N-by-P upper trapezoidal matrix T; the remaining
elements, with the array TAUB, represent the unitary
matrix Z as a product of elementary reflectors (see Further
Details).

LDB

LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).

TAUB

TAUB is COMPLEX*16 array, dimension (min(N,P))
The scalar factors of the elementary reflectors which
represent the unitary matrix Z (see Further Details).

WORK

WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,N,M,P).
For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),
where NB1 is the optimal blocksize for the QR factorization
of an N-by-M matrix, NB2 is the optimal blocksize for the
RQ factorization of an N-by-P matrix, and NB3 is the optimal
blocksize for a call of ZUNMQR.

If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

The matrix Q is represented as a product of elementary reflectors

Q = H(1) H(2) . . . H(k), where k = min(n,m).

Each H(i) has the form

H(i) = I - taua * v * v**H

where taua is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and taua in TAUA(i).
To form Q explicitly, use LAPACK subroutine ZUNGQR.
To use Q to update another matrix, use LAPACK subroutine ZUNMQR.

The matrix Z is represented as a product of elementary reflectors

Z = H(1) H(2) . . . H(k), where k = min(n,p).

Each H(i) has the form

H(i) = I - taub * v * v**H

where taub is a complex scalar, and v is a complex vector with
v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in
B(n-k+i,1:p-k+i-1), and taub in TAUB(i).
To form Z explicitly, use LAPACK subroutine ZUNGRQ.
To use Z to update another matrix, use LAPACK subroutine ZUNMRQ.

Author

Generated automatically by Doxygen for LAPACK from the source code.